-42.5%
KHC vs EWJ
+122.2%
-164.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.4% |
| 7D | +2.0% | +4.0% | -1.9% | +0.4% |
| 30D | +10.6% | -4.3% | +14.9% | +12.4% |
| 3M | +0.5% | -6.8% | +7.3% | +3.0% |
| 6M | +12.1% | -0.9% | +12.9% | +11.2% |
| YTD | +8.9% | +14.3% | -5.4% | +0.4% |
| 1Y | +7.5% | +15.3% | -7.8% | -1.4% |
| 3Y | -10.7% | +65.6% | -76.3% | -33.8% |
| 5Y | -13.2% | +47.5% | -60.6% | -31.4% |
| 10Y | -50.6% | +126.2% | -176.8% | -71.6% |
| All | -42.5% | +122.2% | -164.7% | -67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EWJ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling